Pages that link to "Item:Q2471704"
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The following pages link to Portfolio optimization with stochastic volatilities and constraints: an application in high dimension (Q2471704):
Displaying 8 items.
- Smooth solutions to optimal investment models with stochastic volatilities and portfolio constraints (Q1861159) (← links)
- Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
- Exponentially concave functions and high dimensional stochastic portfolio theory (Q2274294) (← links)
- Portfolio optimization for assets with stochastic yields and stochastic volatility (Q2317849) (← links)
- Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints (Q2871414) (← links)
- Portfolio Optimization with Stochastic Volatilities: A Backward Approach (Q3094218) (← links)
- Optimal investment-consumption and life insurance with capital constraints (Q5085601) (← links)
- On the multi-dimensional portfolio optimization with stochastic volatility (Q5236140) (← links)